Description

This analysis provides a forecast of COMP5692 prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-29 61.548949 68.948045 77.440843 88.044357 101.125777 117.012352 138.219250
2025-01-05 50.904792 60.058019 71.517458 87.373422 109.557887 140.944059 191.906627
2025-01-12 44.319912 53.894999 66.523896 85.178279 113.618400 158.707051 245.046083
2025-01-19 39.087540 48.461596 61.252392 80.999942 112.998725 168.300344 289.885970
2025-01-26 37.665808 47.846480 62.352097 86.091835 127.941592 210.129093 437.741002
2025-02-02 36.567541 47.469208 63.624910 91.561147 145.123052 265.968072 716.573346
2025-02-09 34.736793 45.780834 62.610090 92.907134 154.863554 311.771573 1102.316182
2025-02-16 32.735869 43.622904 60.557192 91.984024 159.577403 348.163864 1640.333925
2025-02-23 30.961091 41.647043 58.563783 90.802569 163.366972 385.476049 2580.434648
2025-03-02 29.184428 39.526427 56.111314 88.348346 163.471754 411.233018 3975.416615
2025-03-09 27.759187 37.857464 54.265941 86.817659 165.508721 447.483555 7572.007004
2025-03-16 26.046888 35.624429 51.272240 82.582358 159.468098 445.315166 10535.811204
2025-03-23 25.719484 35.657986 52.324933 87.089505 179.408676 597.883591 NaN
2025-03-30 24.660665 34.428320 51.030706 86.426746 184.537213 686.085111 NaN
2025-04-06 23.503960 32.962584 49.182299 84.268605 184.393029 742.960528 NaN
2025-04-13 22.192805 31.169442 46.606769 80.159282 176.831743 732.548342 NaN
2025-04-20 22.124175 31.460779 47.913185 85.166810 202.098786 1105.891626 NaN
2025-04-27 22.063070 31.755555 49.250377 90.542302 232.610840 1865.039809 NaN
2025-05-04 21.561920 31.249684 48.980146 91.864701 248.033442 2690.056268 NaN
2025-05-11 20.875349 30.378461 47.914685 90.957789 253.312032 3437.850895 NaN
2025-05-18 20.211987 29.516402 46.808096 89.796931 257.086838 4399.360111 NaN
2025-05-25 19.475100 28.490802 45.306307 87.385010 253.804262 4974.320302 NaN
2025-06-01 18.865707 27.670236 44.177718 85.880372 254.799267 6253.306208 NaN